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Time and Sales CME Futures Data

Historical S&P 500 (SP) and e-mini futures (ES) trades from the Chicago Mercantile Exchange.
Fields include:
  • Trade Date
  • Trade Time
  • Trade Sequence Number
  • Session Indicator
  • Ticker Symbol
  • Future/Option/Index Indicator
  • Contract Delivery Date
  • Trade Quantity
  • Strike Price
  • Trade Price
  • Ask Bid Type
  • Indicative Quote Type
  • Market Quote
  • Close Open Type
  • Valid Open Exception
  • Post Close
  • Cancel Code Type
  • Insert Code Type
  • Fast Late Indicator
  • Cabinet Indicator
  • Book Indicator
  • Entry Date
  • Exchange Code
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